The Army has suspended live firing on Salisbury Plain while it investigates why an artillery round apparently flew about five miles off course.
The shell exploded in a farmer's field 980ft (300m) from a railway line near Patney, Wiltshire.
Farmer Andrew Snook said the round landed on his farm.
A Ministry of Defence spokesman confirmed the incident was being investigated and that live firing had been suspended.
The round left a 6ft (1.8m) wide crater in a field in Patney near Devizes.
Mr Snook said he was putting up a building on his farm, five miles away from the shooting range, when he heard the explosion.
"The MoD came and took away all the bits at the weekend," he said.
"There was nothing in that field, it's been too wet, but an apology from the MoD might be nice."
Despite exploding close to the Paddington to Penzance railway line, a spokeswoman for Network Rail said it not been alerted "before or after" the incident and had not shut the line.
"Normally we're alerted so we can brief drivers but we haven't been told," she said.
Salisbury Plain is the UK's largest training area, with live firing taking place an average of 340 days a year.
Last week, the 4 and 19 Regiments Royal Artillery and 7 Parachute Regiment Royal Horse Artillery were due to conduct "regimental live firing".
An MoD spokesman said: "We can confirm that during live firing on Salisbury Plain training area last week an artillery shell landed outside the range boundary.
"No-one was injured and no property was damaged but all live firing has been suspended while this is investigated."